You can usually find someone not to far from you that knows how, runs a group, willing to travel too. Especially if you set it up with a local hacker space.

But cool that you found a local group.

All you really need though, is Deviant's book, a hand full of picks, an couple of quickset locks you can take apart and put back together (you'll learn even more making your own progressive sets), and go go go.

Like the guy above said the best way to get good really fast at lock picking is to get a progressive lock and practice. Lock your self in a room (no pun intended) for a day or so and do nothing but pick locks. And be sure to change up the configuration of the practice lock you are using, switch pins based on weight, size and type until you can pick anything that's thrown at you.

Lock picking is a relatively easy skill to pick up but to master it and maintain your mastery of it requires a lot of practice, like any skill. A fantastic guide to get anyone started on there journey to lock picking can be found at How to pick a lock.

I myself dwell in locksport. I highly recommend this skill to anyone, not only as a hobby for as a skill that could one day come in handy.